Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach
This paper documents a new series two-stage data envelopment analysis (DEA) modeling framework for mutual fund performance evaluation in terms of operational and portfolio management efficiency that is implemented to a sample of precious metal mutual funds (PMMFs). In the first and second stage, one...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-04-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/13/5/87 |